It depends on what you mean by "safe and secure". It is not "safe" to download questionable things of unknown origin from the internet and then run them on your computer. If you know what you're doing then you'll be mostly fine, yet every computer I've seen which uses P2P is infested with trojans and viruses and so AV/Windows Defender is pretty essential.
VPNs do shave off some speed, yes, about 25% of our downstream speed vanishes via the VPN we use.